Mobirise

Achraf Bahamou

I completed my PhD in Operations Research at Columbia University in 2023. 
I was fortunate to be advised by Prof. Donald Goldfarb and Prof. Omar Besbes.

My research interests include:
- Optimization algorithms for Machine learning and Deep learning.
- Value of information and mechanism design in low/finite informational environments.

My PhD dissertation was "Topics in Deep Learning and Data-driven Optimization".

Prior to Columbia, I graduated from
Ecole Polytechnique, Paris with BS and MS degrees in Applied Mathematics and Statistics. 

Linkedin

C.V 

E-mail:

achraf.bahamou [at] columbia [dot] edu

Google Scholar

Research

My research in Optimization involves developing efficient 1st and 2nd order optimization algorithms for minimizing loss functions in Machine Learning and Deep Learning frameworks:

- Practical BFGS Methods for Training Deep Neural Networks. joint with Prof. Goldfarb and Yi Ren 

Accepted in Neurips 2020, Spotlight presentation [Neurips Proceedings] 

- A Mini-Block Fisher Method for Deep Neural Networks. joint with Prof. Goldfarb and Yi Ren

Accepted in AISTATS 2023 [AISTATS Proceedings] 

- Stochastic Flows and Geometric Optimization on the Orthogonal Group. joint with Krzysztof Choromanski, Google Brain NY et al. Accepted in ICML 2020 [ICML Proceedings]

- Kronecker-factored Quasi-Newton Methods for Deep Learning. joint with Prof. Goldfarb and Yi Ren

 Preprint [arXiv] 


My research in data-driven decision-making focuses on characterizing the value of information and optimal pricing mechanisms in low/finite informational environments:

- Optimal Pricing with a Single Point. joint with Prof.Omar Besbes and Amine Allouah

Journal of Management Science, Accepted in EC 2021 [SSRN] [MS Article]

Presented in RMP 2021 (spotlight session), MSOM 2021, EC 2021, Informs 2020

- Pricing with Samples. joint with Prof.Omar Besbes and Amine Allouah. 

Journal of Operations Research, Accepted in EC 2021. [SSRN] [OR Article]

- Fast revenue maximization with few experiments. joint with Prof.Omar Besbes and Omar Mouchtaki

(Ongoing work).


Previous research:

- Hawkes processes for credit indices time series analysis: How random are trades arrival times? 

joint with Maud Doumergue, Philippe Donnat, Hellebore Capital LLC. ITISE 2018 International Conference on Time Series and Forecasting accepted paper[arxiv.org] [ITISE 2018 Proceedings]

Education

Mobirise

Columbia University in the City of New York

2018-2023

Ph.D. in Operations Research. 
M.S in Operations Research. 
- Advisors: Prof. Donald Goldfarb and Prof. Omar Besbes.
- Thesis: Topics in Deep Learning and Data-driven Optimization.
- Deming Center Doctoral Fellow.

Mobirise

Ecole Polytechnique, Paris

2015-2018

B.S and M.S in Applied Mathematics.
- Relevant Courses: Machine learning, Statistics, Times Series Analysis, Stochastic processes and Monte-Carlo methods, Optimization, Random modeling, Analysis of Algorithms, Statistical Physics, Quantum Mechanics.

Industry Experience

Mobirise

Quantitative Research Intern, Jump Trading 

Chicago, IL

- Research, feature engineering, model selection and writing execution algorithms.

Mobirise

Applied Scientist Intern, Amazon

Seattle, WA

- Research on Data-Driven Pricing using Machine Learning.

Mobirise

Data Scientist Intern, Google 

New York, NY

- Worked with Active-Learning-For-All (ALFA) and Neurosurgeon teams, Google Research NYC.
- Research on active learning gains forecasting.

Mobirise

Quantitative Research Intern, Hellebore Capital Limited 

London, UK

- Worked on modeling irregularly spaced trades arrival times using multivariate Hawkes processes.

Mobirise

Data Analyst Intern, Air France-KLM 

Paris, FR

- Worked on estimating the unconstrained demand on long-haul flights using time series forecasting models and machine learning.

Awards


- Deming Center Doctoral Fellowship. Deming Center Doctoral Fellow 2021.

- Meta PhD Research Fellowship, 2022 Finalist.

- Postgraduate Excellence Scholarship. OCP Foundation.

- French Government Major-Excellence Scholarship. The French Ministry for Foreign Affairs.

- Hassan II Academy of Science and Technology Fellowship. Ranked First in The National Open Competition Of Science and Technology - Physics category.

Teaching


- Optimization Models and Methods, M.S OR core course (IEORE4004), Columbia University

Head Teaching Assistant (Spring 2021), Around 170 students

- Columbia Center for Teaching and Learning, Research Assistant (Fall 2019, Spring 2020)

Collaborating with the Center for Teaching and Learning to introduce an auto-grading framework and incorporate digital technology into the teaching environment to facilitate active learning.  

- Business Analytics, (IEOR 4650), Columbia University

Head Teaching Assistant (Fall 2019) , Around 70 students [Info]  

- Simulation Modeling and Analysis, (IEORE3404), Columbia University

Head Teaching Assistant (Spring 2019, 2020), Around 90 students [Info]  

- Simulation, M.S OR core course (IEORE4404), Columbia University

Head Teaching Assistant (Fall 2018, 2020), Around 130 students [Info] 

Contact 

Email: achraf.bahamou [at] columbia [dot] edu

© Achraf Bahamou 2023

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